+2,787.3%
ADI vs BMRN
+383.8%
+2,403.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +2.6% | -3.8% | +6.5% | +3.5% |
| 30D | -4.6% | -6.5% | +1.9% | -3.2% |
| 3M | -9.5% | +11.2% | -20.7% | -12.0% |
| 6M | +14.8% | +5.8% | +9.1% | +12.3% |
| YTD | +35.8% | +8.4% | +27.4% | +32.0% |
| 1Y | +48.9% | +15.7% | +33.3% | +41.7% |
| 3Y | +115.6% | -28.6% | +144.1% | +125.4% |
| 5Y | +135.1% | -19.6% | +154.7% | +136.6% |
| 10Y | +636.4% | -31.5% | +667.9% | +631.8% |
| All | +2,787.3% | +383.8% | +2,403.5% | +1,199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling